SPDR S&P 500 ETF

Trading Metrics calculated at close of trading on 11-May-2018

Day Change Summary
	Previous	Current
	10-May-2018	11-May-2018	Change	Change %	Previous Week
Open	270.34	272.16	1.82	0.7%	266.89
High	272.39	273.15	0.76	0.3%	273.15
Low	270.22	271.58	1.36	0.5%	265.15
Close	272.02	272.85	0.83	0.3%	272.85
Range	2.17	1.57	-0.60	-27.6%	8.00
ATR	3.58	3.44	-0.14	-4.0%	0.00
Volume	72,063,904	59,871,500	-12,192,404	-16.9%	314,405,604

Daily Pivots for day following 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	277.24	276.61	273.71
R3	275.67	275.04	273.28
R2	274.10	274.10	273.14
R1	273.47	273.47	272.99	273.79
PP	272.53	272.53	272.53	272.68
S1	271.90	271.90	272.71	272.22
S2	270.96	270.96	272.56
S3	269.39	270.33	272.42
S4	267.82	268.76	271.99

Weekly Pivots for week ending 11-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	294.38	291.62	277.25
R3	286.38	283.62	275.05
R2	278.38	278.38	274.32
R1	275.62	275.62	273.58	277.00
PP	270.38	270.38	270.38	271.08
S1	267.62	267.62	272.12	269.00
S2	262.38	262.38	271.38
S3	254.38	259.62	270.65
S4	246.38	251.62	268.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	273.15	265.15	8.00	2.9%	2.12	0.8%	96%	True	False	62,881,120
10	273.15	259.05	14.10	5.2%	2.99	1.1%	98%	True	False	78,469,349
20	273.15	259.05	14.10	5.2%	2.93	1.1%	98%	True	False	77,738,160
40	275.39	254.67	20.72	7.6%	3.80	1.4%	88%	False	False	98,148,887
60	280.41	254.67	25.74	9.4%	3.77	1.4%	71%	False	False	100,114,583
80	286.63	252.92	33.71	12.4%	3.99	1.5%	59%	False	False	113,262,640
100	286.63	252.92	33.71	12.4%	3.49	1.3%	59%	False	False	105,916,959
120	286.63	252.92	33.71	12.4%	3.16	1.2%	59%	False	False	102,473,416

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.71
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	279.82
2.618	277.26
1.618	275.69
1.000	274.72
0.618	274.12
HIGH	273.15
0.618	272.55
0.500	272.37
0.382	272.18
LOW	271.58
0.618	270.61
1.000	270.01
1.618	269.04
2.618	267.47
4.250	264.91

Fisher Pivots for day following 11-May-2018
Pivot	1 day	3 day
R1	272.69	271.94
PP	272.53	271.03
S1	272.37	270.12

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These figures are updated between 7pm and 10pm EST after a trading day.

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